+131.5%
CNP vs THC
+952.2%
-820.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.4% |
| 7D | +1.6% | -2.6% | +4.2% | +2.0% |
| 30D | -0.8% | -1.2% | +0.4% | -0.7% |
| 3M | -3.6% | +58.9% | -62.5% | -10.1% |
| 6M | -6.9% | +9.3% | -16.3% | -8.8% |
| YTD | +6.4% | +30.4% | -23.9% | +1.5% |
| 1Y | +9.9% | +34.6% | -24.6% | +4.0% |
| 3Y | +53.1% | +246.7% | -193.6% | +22.8% |
| 5Y | +72.0% | +244.5% | -172.6% | +33.1% |
| 10Y | +131.5% | +950.1% | -818.6% | +41.0% |
| All | +131.5% | +952.2% | -820.7% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded THC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling